This question describes what may be a couple different problems:

when I change anything (exposure, contrast, etc) temporarily the preview I get from darkroom is what resembles to the jpg photo

• This may be related to the setting, GUI Options | "don't use embedded preview JPEG but half-size raw", which talberg describes. Make sure it is enabled.

• It may be associated with OpenCL settings (under "core options"). GPU accelerated tasks sometimes have unusual behavior.

• It may be a bug in the Windows version, since junkyardsparkle cannot reproduce the behavior on Linux. (Neither can I.)

The contrast block changes the histogram inconsistently. And again the image color is wrong.

• The inconsistent histogram and "wrong" colors may be associated color-space conversions. The working color space that darktable uses cannot be changed. According to darktable: Color management:

  between input color profile and output color profile – Image is in Lab format. This is a very huge universal color space which covers all colors visible to the human eye (and even more). As darktable processes images in 4x32-bit floating point buffers, we can handle the Lab color space without risking banding or tonal breaks.

  Color-space conversions can lead to unexpected behaviors in the histogram that are associated with how colors, especially those that are out of gamut, are remapped. You can try enabling core options | "always use LittleCMS 2 to apply output color profile". Then in the "output color profile" module, try changing "output intent" to an option that seems to work well for your image.

  To illustrate, here are histograms from RawTherapee when shifting each color curve to the right when the working and output color spaces do not match. Note the changes in the unshifted curves.

  

  Here are the histograms for the same operations when the colors spaces do match. Note that the unshifted curves remain unchanged.